Objectives – This research seeks to identify the relationship between dividend policy and share price volatility ….Methodology/Technique – This study uses both regression and correlation analysis, with price volatility, dividend yield, and dividend pay-out ratio … research identifies that there is a positive, but not significant, relationship between share price volatility and dividend …

covariances, is the concept of a regularized return, obtained from a volatility proxy in conjunction with a smoothed sign …

error. To better understand these occurrences, this paper considers the volatility cycle of Value stocks globally …. Corresponding to tracking error and total risk, the volatility of both active and absolute returns is considered. It was found that … high volatility in the active returns of Value stocks was closely linked with the active performance cycle of these stocks …

evolve, many investors continue to forecast volatility using traditional approaches that are ill-suited to the time …-changing nature of volatility. In this paper, I analyze the performance of seven different multivariate-volatility models using a new … poorly when trying to forecast short-term volatility, and that a more dynamic model often provides superior out …

volatility over the next month, but with decreasing realized volatility. These predictability patterns are consistent with …

This study predicts stock market volatility and applies them to the standard problem in finance, namely, asset … predictive performance relative to the standard volatility models. Furthermore, we construct volatility timing portfolios and …

increases in implied volatility over the next month, but realized volatility tends to decrease. The results are consistent with …

volatility over the next month, but with decreasing realized volatility. These predictability patterns are consistent with …